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15/15 Semiconductor Fade with USDU and Anti-Beta Defense vs VIXM Volatility Scaling Hedge with SHV Cash

Every published figureShow 43 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

daily rebalanced, defensive hedges, dollar/commodities, leveraged etfs, mean‑reversion, tactical allocation, tech/semis focus, trend‑following

risk management, tactical allocation, treasuries, vix futures, volatility hedge

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.07

—

Beta vs SPY, out-of-sample (out-of-sample)

1.83

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

45.85

—

Annualized turnover, out-of-sample period (out-of-sample)

37.14

—

Daily win rate, backtest period (backtest)

56.31%

—

Daily win rate, out-of-sample period (out-of-sample)

52.37%

—

Backtest

Backtest final value (from $10,000)

$43.3M

—

Backtest regulatory fees

$67k

—

Backtest slippage cost

$620k

—

Returns

Backtest length

2,442

—

Out-of-sample length

760

—

Return, backtest period (annualized) (backtest)

137.21%

—

Return, backtest period (cumulative) (backtest)

433k%

—

Return, out-of-sample period (annualized) (out-of-sample)

46.32%

3.45%

Return, out-of-sample period (cumulative) (out-of-sample)

215.62%

0.13%

Return, trailing 1 day (out-of-sample)

0.16%

—

Return, trailing 1 month (out-of-sample)

2.57%

0.00%

Return, trailing 1 week (out-of-sample)

0.76%

—

Return, trailing 1 year (backtest)

56.04%

—

Return, trailing 1 year (out-of-sample)

56.03%

0.00%

Return, trailing 2 weeks (out-of-sample)

1.04%

—

Return, trailing 3 months (out-of-sample)

30.26%

0.00%

SPY annualized return over the backtest window (backtest)

15.40%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.52

—

Calmar ratio, out-of-sample period (out-of-sample)

1.57

128.91

Maximum drawdown, backtest period (backtest)

-30.33%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-29.58%

-0.03%

Sharpe ratio, backtest period (backtest)

1.96

—

Sharpe ratio, out-of-sample period (out-of-sample)

1.03

10.69

Sortino ratio, backtest period (backtest)

3.80

—

Sortino ratio, out-of-sample period (out-of-sample)

2.24

—

Standard deviation, backtest period (backtest)

50.06%

—

Standard deviation, out-of-sample period (out-of-sample)

46.32%

0.35%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.77

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

—

Watchers

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources